Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.854329 | 10.2163 | 0 |
2 | 0.735018 | 8.7895 | 0 |
3 | 0.625246 | 7.4769 | 0 |
4 | 0.518413 | 6.1993 | 0 |
5 | 0.450879 | 5.3917 | 0 |
6 | 0.377483 | 4.514 | 7e-06 |
7 | 0.310815 | 3.7168 | 0.000144 |
8 | 0.219345 | 2.623 | 0.004831 |
9 | 0.13162 | 1.5739 | 0.058855 |
10 | 0.061121 | 0.7309 | 0.233018 |
11 | 0.011468 | 0.1371 | 0.445555 |
12 | -0.017587 | -0.2103 | 0.416864 |
13 | -0.008135 | -0.0973 | 0.461319 |
14 | 0.011565 | 0.1383 | 0.445098 |
15 | 0.0188 | 0.2248 | 0.411221 |
16 | 0.002666 | 0.0319 | 0.487308 |
17 | -0.041293 | -0.4938 | 0.311107 |
18 | -0.072968 | -0.8726 | 0.192179 |
19 | -0.093894 | -1.1228 | 0.131701 |
20 | -0.126766 | -1.5159 | 0.065875 |
21 | -0.160141 | -1.915 | 0.028744 |
22 | -0.169855 | -2.0312 | 0.022045 |
23 | -0.158151 | -1.8912 | 0.030309 |
24 | -0.188628 | -2.2557 | 0.012805 |
25 | -0.193036 | -2.3084 | 0.011206 |
26 | -0.196329 | -2.3478 | 0.010129 |
27 | -0.210733 | -2.52 | 0.006417 |
28 | -0.18978 | -2.2694 | 0.012369 |
29 | -0.149803 | -1.7914 | 0.037673 |
30 | -0.095133 | -1.1376 | 0.128589 |
31 | -0.062537 | -0.7478 | 0.227895 |
32 | -0.044535 | -0.5326 | 0.297582 |
33 | -0.025878 | -0.3095 | 0.378712 |
34 | 0.003626 | 0.0434 | 0.482736 |
35 | 0.049925 | 0.597 | 0.275719 |
36 | 0.084623 | 1.0119 | 0.156638 |
37 | 0.139027 | 1.6625 | 0.0493 |
38 | 0.157628 | 1.885 | 0.030733 |
39 | 0.137278 | 1.6416 | 0.051434 |
40 | 0.126523 | 1.513 | 0.066244 |
41 | 0.139358 | 1.6665 | 0.048903 |
42 | 0.147543 | 1.7644 | 0.039903 |
43 | 0.148111 | 1.7712 | 0.039333 |
44 | 0.14198 | 1.6978 | 0.045857 |
45 | 0.117147 | 1.4009 | 0.081709 |
46 | 0.078931 | 0.9439 | 0.173411 |
47 | 0.029239 | 0.3497 | 0.363557 |
48 | 0.0178 | 0.2129 | 0.415871 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.854329 | 10.2163 | 0 |
2 | 0.019031 | 0.2276 | 0.41015 |
3 | -0.025958 | -0.3104 | 0.378349 |
4 | -0.050762 | -0.607 | 0.2724 |
5 | 0.078781 | 0.9421 | 0.173869 |
6 | -0.049135 | -0.5876 | 0.278874 |
7 | -0.023059 | -0.2757 | 0.391571 |
8 | -0.140428 | -1.6793 | 0.047641 |
9 | -0.053173 | -0.6359 | 0.262941 |
10 | -0.016089 | -0.1924 | 0.423853 |
11 | 0.025125 | 0.3005 | 0.382135 |
12 | 0.012869 | 0.1539 | 0.438959 |
13 | 0.121641 | 1.4546 | 0.073984 |
14 | 0.057818 | 0.6914 | 0.245216 |
15 | -0.011424 | -0.1366 | 0.445766 |
16 | -0.090988 | -1.0881 | 0.1392 |
17 | -0.126184 | -1.5089 | 0.06676 |
18 | -0.028089 | -0.3359 | 0.36872 |
19 | -0.01389 | -0.1661 | 0.434156 |
20 | -0.111491 | -1.3332 | 0.092286 |
21 | -0.077922 | -0.9318 | 0.176503 |
22 | 0.076029 | 0.9092 | 0.182394 |
23 | 0.12879 | 1.5401 | 0.062873 |
24 | -0.126963 | -1.5183 | 0.065579 |
25 | 0.049282 | 0.5893 | 0.278286 |
26 | -0.001431 | -0.0171 | 0.493188 |
27 | -0.058416 | -0.6986 | 0.242983 |
28 | 0.023411 | 0.28 | 0.389956 |
29 | 0.046628 | 0.5576 | 0.289 |
30 | 0.049602 | 0.5932 | 0.277008 |
31 | -0.015613 | -0.1867 | 0.426078 |
32 | -0.03069 | -0.367 | 0.357081 |
33 | 0.009327 | 0.1115 | 0.455674 |
34 | 0.093752 | 1.1211 | 0.13206 |
35 | 0.114495 | 1.3692 | 0.086548 |
36 | -0.032689 | -0.3909 | 0.348224 |
37 | 0.087751 | 1.0494 | 0.147894 |
38 | -0.077802 | -0.9304 | 0.176871 |
39 | -0.126427 | -1.5119 | 0.066389 |
40 | 0.04068 | 0.4865 | 0.313692 |
41 | 0.123136 | 1.4725 | 0.071542 |
42 | -0.028116 | -0.3362 | 0.3686 |
43 | -0.018034 | -0.2157 | 0.414782 |
44 | -0.03631 | -0.4342 | 0.332396 |
45 | -0.067266 | -0.8044 | 0.211255 |
46 | -0.034443 | -0.4119 | 0.340524 |
47 | -0.018577 | -0.2221 | 0.412257 |
48 | 0.039896 | 0.4771 | 0.317016 |